• Journal of Fashion Business
• /
• v.25 no.6
• /
• pp.46-69
• /
• 2021

This research aimed to analyze the features of convertible accessories, develop sustainable accessory designs using convertible techniques, and evaluate the designs developed through a consumer satisfaction survey and in anticipation of commercialization. Through a review of literature and design cases, convertible accessories were classified; and six convertible accessory designs were developed into practical products. A survey on the convertible designs was conducted to evaluate their aesthetic, functional, and symbolic aspects, ease of use, usefulness, and the intention of consumers to purchase and use the products. In addition, a survey was performed to understand the differences in fashion leadership and eco commitment and behavior. The data were analyzed using descriptive analysis methods, a series of t-test, and ANOVA using the SPSS 25.0 software. There were 335 participants; mostly adult women aged between 20 and 60 years and living in China, one of the world's largest accessory markets. The participants showed high interest to use and purchase the developed designs. There were significant differences in aesthetics, functionality, symbolism, attitude, ease of use, usefulness, usage, and purchase intention for the developed convertible accessories among people with different levels of fashion leadership, environmental commitment, and behavior. The results of this study will help designers develop convertible accessories with a better understanding of consumer perceptions and attitudes towards convertible accessories.

• The Pure and Applied Mathematics
• /
• v.8 no.1
• /
• pp.25-32
• /
• 2001

Let A be a nonnegative matrix of size $n \times n$. A is said to be nearly convertible if A(i│j) is convertible for all integers i, j$\in${1,2,…, n} where A(i│j) denote the submatrix obtained from A by deleting the i-th row and the j-th col-umn. We investigate some properties of nearly convertible matrices and existence of (maximal)nearly convertible matrices of size n is proved for any integers $n(\geq 3)$.

• Korean Journal of Mathematics
• /
• v.14 no.2
• /
• pp.185-202
• /
• 2006

In this paper, using the Black-Scholes analysis, we will derive the partial differential equation of convertible bonds with both non-stochastic and stochastic interest rate. We also find numerical solutions of convertible bonds equation with known interest rate using the finite element method.

• Journal of the Korean Society of Clothing and Textiles
• /
• v.43 no.3
• /
• pp.327-348
• /
• 2019

Among the many methods to make sustainable garments, convertible garments have the potential to change style and function that allow consumers to keep and use garments longer with the possibility of enhancing sustainability. This research analyzes consumer preferences in changeable design options for convertible dresses and the consumers' influence on environmentally responsible apparel consumption (ERC) behaviors on their preferences regarding changeable design options of dresses, which are popular items. An online survey collected data from a convenient sample of 321 female college students from four universities in the United States. Data were analyzed using IBM SPSS through descriptive analysis, cluster analysis, and independent samples t-test. There were significant differences between high and low ERC groups in design preferences that considered important aspects of purchasing, using convertible dresses, and purchase intentions. Detailed differences among sub-groups were analyzed. Designers are encouraged to make tying/folding/wrapping dresses with changes of size/fit, dress length, or color/pattern. The results are beneficial for apparel designers when developing convertible dresses with the guidance of consumers' design preferences and differences according to ERC levels.

• Communications of the Korean Mathematical Society
• /
• v.12 no.4
• /
• pp.841-849
• /
• 1997

A square matrix A with $per A \neq 0$ is called convertible if there exists a {1, -1} matrix H such that $per A = det(H \circ A)$ where $H \circ A$ denote the Hadamard product of H and A. In this paper, ranks of convertible {0, 1} matrices are investigated and the existence of maximal convertible matrices with its rank r for each integer r with $\left\lceil \frac{n}{2} \right\rceil \leq r \leq n$ is proved.

• Journal of the Korean Data and Information Science Society
• /
• v.19 no.4
• /
• pp.1073-1080
• /
• 2008

Reverse convertible fund is a method of investment assuring both profit and stability in an unstable stock market, and shares characteristics of a hedge fund and derivative securities. This study analyzes empirically whether reverse convertible funds can indeed serve as a new method in variable stock market environment to provide high profit with low risks especially in the Korean stock market.

• Journal of Institute of Control, Robotics and Systems
• /
• v.19 no.8
• /
• pp.709-717
• /
• 2013

This paper presents the development of a specialized underwater leg with a manipulator function(convertible-to-arm leg) for the seabed walking robot named CRABSTER200(CR200). The objective functions of the convertible-to-arm leg are to walk on the seabed and to work in underwater for precise seabed exploration and underwater tasks under coastal area with strong tidal current. In order to develop the leg, important design elements including the degree of freedom, dimensions, mass, motion range, joint structure/torque/angular-speed, pressure-resistance, watertight capability and cable protection are considered. The key elements of the convertible-to-arm leg are realized through concept/specific/mechanical design and implementation process with a suitable joint actuator/gear/controller selection procedure. In order to verify the performance of the manufactured convertible-to-arm leg, a 25bar pressure-resistant and watertight test using a high-pressure chamber and a joints operating test with posture control of the CR200 are performed. This paper describes the whole design, realization and verification process for implementation of the underwater convertible-to-arm leg.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.7 no.6
• /
• pp.1512-1532
• /
• 2013

A convertible undeniable signature requires a verifier to interact with the signer to verify a signature and furthermore allows the signer to convert a valid one to publicly verifiable signature. In 2007, Yuen et al. proposed a convertible undeniable signature without random oracles in pairings. However, it is recently shown that Yuen et al.'s scheme is not invisible for the standard definition of invisibility. In this paper, we propose a new improvement by using extended Euclidean algorithm that can overcome the visibility attack. The proposed scheme has been evaluated based on computation and communication complexities and the performance comparisons of Yuen et al.'s scheme and various convertible undeniable signature schemes are provided. Moreover, it has been observed that the proposed algorithm reduces the computation and communication times significantly.

• 한국정보디스플레이학회:학술대회논문집
• /
• 2006.08a
• /
• pp.1318-1321
• /
• 2006

We describe the 3D/2D convertible color display based on modified integral imaging. In the proposed method a color liquid crystal display panel is used as a transmission-type display panel and enables a color 3D/2D convertible display system. The principle of the proposed method will be explained and methods to overcome the color dispersion problem will be discussed also.

• Korean Management Science Review
• /
• v.28 no.2
• /
• pp.1-16
• /
• 2011

In this study we suggested two optimization models to answer a question from an investor standpoint : how many convertible bonds should one convert, and how many keep? One model minimizes certain risk to the minimum required expected return, the other maximizes the expected return subject to the maximum acceptable risk. In comparison with Markowitz portfolio models, which use the variance of return, our models used Conditional Value-at-Risk(CVaR) for risk measurement. As a coherent measurement, CVaR overcomes the shortcomings of Value-at-Risk(VaR). But there are still difficulties in solving CVaR including optimization models. For this reason, we adopted Rockafellar and Uryasev's[18, 19] approach. Then we could approximate the models as linear programming problems with scenarios. We also suggested to extend the models with credit risk, and applied examples of our models to Hynix 207CB, a convertible bond issued by the global semiconductor company Hynix.